-17.5%
CLF vs AVTR
-31.1%
+13.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.2% |
| 7D | +7.6% | +2.7% | +4.9% | +6.8% |
| 30D | -1.2% | +12.1% | -13.2% | -4.3% |
| 3M | -13.4% | +57.2% | -70.6% | -25.0% |
| 6M | +15.4% | +73.1% | -57.6% | -3.4% |
| YTD | -5.9% | +30.6% | -36.5% | -15.0% |
| 1Y | +18.8% | +13.5% | +5.3% | +9.1% |
| All | -17.5% | -31.1% | +13.6% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AVTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling